
where the maximization is over all \((U,\mathbf {X})\)  independent of
\((\mathbf {Z}_0,\ldots ,\mathbf {Z}_K)\)  such that \({\sf E}[\mathbf {X}\mathbf {X}^ \preceq \mathbf {S}\) . Note
that when \(K=1\) , this is a special case of [1]}
with \(\mu =1\) .
